hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-4h-notp | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
871.94
Total PnL
-128.06 (-12.81%)
Total Trades (Win/Los)
357 (133/224)
Win Rate
37.25%
Max Drawdown
669.90 (49.60%)
Total Fees
67.53
Position avg (max), %
88.56 (109.13)
Profit Factor
0.98
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -9.51% 33.19% -20.92% -13.69% -2.37% 0.82% 0.50% -4.97% 6.75% -2.85% 22.05% -12.64% -14.48%
2025 5.61% 4.52% -8.91% -2.01% -1.00% -12.05% 11.35% 6.45% 5.25% -1.96% 4.50% -14.00% -5.70%
2026 25.12% 3.32% -16.89% -0.75% 1.45% 0.01% — — — — — — 8.18%
Report Statistics
Period & Scope
Metric Value
Report range 2024-01-01 - 2026-06-01
Days in test 882.0
Months in test 30
Months with data 30
Pairs count 3
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 871.94
Min balance 680.73
Max balance 1350.63
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.45
Average monthly return (arithmetic), % 0.21
Best month, % 33.19
Worst month, % -20.92
PnL, Volume & Fees
Metric Value
Total PnL -128.06
Total PnL, % -12.81
Gross profit 3084.02
Gross loss 3134.32
Trading volume (USDT) 187600.59
Total transactions (buy/sell) 360
Total fees 67.53
Funding net -10.24
Funding accrued (received) 41.54
Funding paid 51.78
Trades
Metric Value
Total Trades 357
Win Trades 133
Los Trades 224
Win Rate, % 37.25
Expectancy per trade -0.1409
Max consecutive wins 12
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.56
Position max, % of margin balance 109.13
Max Drawdown 669.90
Max Drawdown, % 49.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9840
Recovery Factor (Total PnL / Max DD) -0.1912
Sharpe ratio (monthly) 0.0624
Sortino ratio (monthly) 0.0998
CAGR, % -5.52
Calmar ratio (CAGR / Max DD%) -0.1112
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -392.38 | Fee: 25.86 | Vol: 71841.63
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "SOLUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 33.0,
    "balance_percentage_short": 33.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 6,
    "detection": 15,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}